-50.0%
TE vs ARWR
+40.0%
-90.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.2% |
| 7D | +15.0% | -3.2% | +18.2% | +16.0% |
| 30D | -7.5% | -6.5% | -1.1% | -5.7% |
| 3M | -42.0% | +12.7% | -54.6% | -44.0% |
| 6M | -31.4% | +36.2% | -67.6% | -37.8% |
| YTD | -26.5% | +24.5% | -51.0% | -32.0% |
| 1Y | +153.1% | +198.0% | -44.9% | +84.0% |
| 3Y | -20.7% | +176.4% | -197.0% | -44.8% |
| 5Y | -45.4% | +26.6% | -72.0% | -60.1% |
| All | -50.0% | +40.0% | -90.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling